Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'705 CHF | 87'205 CHF | 99.38% | 99.38% |
19.11.2024 | 0.64% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'143 CHF | 78'643 CHF | 99.26% | 99.26% |
18.11.2024 | 0.54% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'456 CHF | 93'956 CHF | 99.30% | 99.30% |
15.11.2024 | 0.53% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'580 CHF | 94'080 CHF | 99.39% | 99.39% |
14.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'679 CHF | 89'179 CHF | 99.35% | 99.35% |